I think it's preference is sand but it's not picky. I would think you could grow it on egg crate. Refugium project?
The challenge for most reefers is having enough nutrients in the water column for caulerpa to flourish. Low nutrient reef tanks often cannot support these greedy macro algae. Consider a slower growing red macro, like Gracilaria or Botryocladia. They don't require high nutrient levels, and do well in dimmer light.
Hope this helps!